| Аннотація | 'Finance' is one of the fastest developing areas in the modern banking and corporate world. This, together with the sophistication of modern < financial products, provides a rapidly growing impetus for new mathe-
matical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics. The demand from financial institutions for well-qualified mathematicians is substantial, and there is a corresponding need for professional training of existing staff. Since 1992 the authors of this book have, in response, given graduate and undergraduate level courses on the subject. We have also organised a series of professional development courses for practitioners, held in Oxford and New York, with the assistance of Oxford University's Department for Continuing Education and the Oxford Centre for Industrial and Applied Mathematics. The material and notes from these courses became a book. Option Pricing: Mathematical Models and Computation, an advanced yet acce |